MEG - Latest News
Montrose Environmental Group, Inc. (MEG), operates in Industrials / Waste Management, trades on NYSE.
Market capitalization stands near $565.7M. Trailing twelve-month P/E ratio is 95.46. Beta to the broader market is 1.83.
The article list below shows the most recent MEG headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.
Recent MEG Headlines
Montrose Environmental Group Q1 Earnings Call Highlights
marketbeat.com - May 14, 2026
Montrose Environmental Group NYSE: ONT, now operating under the Onterris brand, reported lower first-quarter revenue as severe winter weather and redu
Republic Services (RSG) Earnings Expected to Grow: Should You Buy?
zacks.com - Apr 30, 2026
Republic Services (RSG) doesn't possess the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepa
Montrose Environmental (MEG) Reports Next Week: Wall Street Expects Earnings Growth
zacks.com - Apr 29, 2026
Montrose Environmental (MEG) doesn't possess the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get
Onterris Earns 2026 E+E Leader Award for Innovation in Sustainability
businesswire.com - Apr 29, 2026
LITTLE ROCK, Ark. --(BUSINESS WIRE)-- #ForPlanetandProgress--Onterris, (NYSE: MEG, changing to ONT May 4, 2026), previously Montrose Environmental Gro
Onterris Announces Timing of First Quarter 2026 Results
businesswire.com - Apr 27, 2026
LITTLE ROCK, Ark. --(BUSINESS WIRE)--Onterris, Inc.
How News Affects MEG Options Pricing
Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track MEG's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.